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Modeling Exchange Rate Behavior with a Genetic Algorithm · Study

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ArticleModeling Exchange Rate Behavior with a Genetic Algorithm

Claudia Lawrenz2003

Article2003

Modeling Exchange Rate Behavior with a Genetic Algorithm

Claudia Lawrenz · Frank H. Westerhoff

28 citations·0/0 files stored·Computational Economics

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Financial Markets and Investment Strategies Economic theories and models Complex Systems and Time Series Analysis

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1963The Variation of Certain Speculative Prices 1997The variation of certain speculative prices 1997A Rational Route to Randomness 2008Co-Integration and Error-Correction: Representation, Estimation, and Testing 1999Scaling and criticality in a stochastic multi-agent model of a financial market 1997Fractals and Scaling in Finance

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2009Exchange Rate Dynamics: A Nonlinear Survey 2008Good News: Using News Feeds with Genetic Programming to Predict Stock Prices 2016A new approach for the quantification of qualitative measures of economic expectations 2015Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data

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Year2003

Typearticle

Published2003-06-01

VenueComputational Economics

ISSN-L0927-7099

Languageen

Citations28

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1023/a:1023943726237

openalex_workW1542499828

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